CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 15-Sep-2017
Day Change Summary
Previous Current
14-Sep-2017 15-Sep-2017 Change Change % Previous Week
Open 1.3244 1.3436 0.0192 1.4% 1.3234
High 1.3444 1.3652 0.0208 1.5% 1.3652
Low 1.3188 1.3418 0.0230 1.7% 1.3188
Close 1.3434 1.3608 0.0174 1.3% 1.3608
Range 0.0256 0.0234 -0.0022 -8.6% 0.0464
ATR 0.0103 0.0113 0.0009 9.0% 0.0000
Volume 118,810 223,894 105,084 88.4% 562,860
Daily Pivots for day following 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.4261 1.4169 1.3737
R3 1.4027 1.3935 1.3672
R2 1.3793 1.3793 1.3651
R1 1.3701 1.3701 1.3629 1.3747
PP 1.3559 1.3559 1.3559 1.3583
S1 1.3467 1.3467 1.3587 1.3513
S2 1.3325 1.3325 1.3565
S3 1.3091 1.3233 1.3544
S4 1.2857 1.2999 1.3479
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.4875 1.4705 1.3863
R3 1.4411 1.4241 1.3736
R2 1.3947 1.3947 1.3693
R1 1.3777 1.3777 1.3651 1.3862
PP 1.3483 1.3483 1.3483 1.3525
S1 1.3313 1.3313 1.3565 1.3398
S2 1.3019 1.3019 1.3523
S3 1.2555 1.2849 1.3480
S4 1.2091 1.2385 1.3353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3652 1.3188 0.0464 3.4% 0.0167 1.2% 91% True False 112,572
10 1.3652 1.2951 0.0701 5.2% 0.0133 1.0% 94% True False 60,234
20 1.3652 1.2822 0.0830 6.1% 0.0103 0.8% 95% True False 30,559
40 1.3652 1.2822 0.0830 6.1% 0.0094 0.7% 95% True False 15,388
60 1.3652 1.2722 0.0930 6.8% 0.0090 0.7% 95% True False 10,299
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4647
2.618 1.4265
1.618 1.4031
1.000 1.3886
0.618 1.3797
HIGH 1.3652
0.618 1.3563
0.500 1.3535
0.382 1.3507
LOW 1.3418
0.618 1.3273
1.000 1.3184
1.618 1.3039
2.618 1.2805
4.250 1.2424
Fisher Pivots for day following 15-Sep-2017
Pivot 1 day 3 day
R1 1.3584 1.3545
PP 1.3559 1.3483
S1 1.3535 1.3420

These figures are updated between 7pm and 10pm EST after a trading day.

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